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1.
针对基于遥感数据的二维建筑物的直角化问题,以建筑物边界点的坐标为观测值,以顾及边界正交限制条件的直线斜率和截距为参数,建立附有限制条件的变量误差（errors-in-variables,EIV）模型。考虑观测向量和设计矩阵相关的情况,给出了增广设计矩阵的协方差阵的计算方法,推导了附限制条件的通用加权总体最小二乘（weighted total least squares,WTLS）平差算法,以及近似精度评定算法和仅含二次型限制条件的WTLS平差方法。理论和算例分析表明,在建筑物重建问题中,附有限制条件的EIV模型比经典附有限制条件的Gauss-Helmert模型易于构建,所提的WTLS算法快速收敛速度快,对拓展WTLS平差方法的应用具有理论与实践意义。 相似文献
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Parameter estimation in 3D affine and similarity transformation: implementation of variance component estimation 总被引：1，自引：0，他引：1
A. R. Amiri-Simkooei 《Journal of Geodesy》2018,92(11):1285-1297
Three-dimensional (3D) coordinate transformations, generally consisting of origin shifts, axes rotations, scale changes, and skew parameters, are widely used in many geomatics applications. Although in some geodetic applications simplified transformation models are used based on the assumption of small transformation parameters, in other fields of applications such parameters are indeed large. The algorithms of two recent papers on the weighted total least-squares (WTLS) problem are used for the 3D coordinate transformation. The methodology can be applied to the case when the transformation parameters are generally large of which no approximate values of the parameters are required. Direct linearization of the rotation and scale parameters is thus not required. The WTLS formulation is employed to take into consideration errors in both the start and target systems on the estimation of the transformation parameters. Two of the well-known 3D transformation methods, namely affine (12, 9, and 8 parameters) and similarity (7 and 6 parameters) transformations, can be handled using the WTLS theory subject to hard constraints. Because the method can be formulated by the standard least-squares theory with constraints, the covariance matrix of the transformation parameters can directly be provided. The above characteristics of the 3D coordinate transformation are implemented in the presence of different variance components, which are estimated using the least squares variance component estimation. In particular, the estimability of the variance components is investigated. The efficacy of the proposed formulation is verified on two real data sets. 相似文献
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误差向量的方差-协方差阵是一般对称正定矩阵下的附不等式约束加权整体最小二乘平差模型,研究了其参数估计和精度评定问题。首先,将残差平方和极小化函数在整体最小二乘准则下转化为只包含模型参数的目标函数,同时将所有的不等式约束表示成一个等价的凝聚约束函数,并运用乘子罚函数策略将不等式约束加权整体最小二乘平差问题转化为相应的无约束最优化问题,并用BFGS方法求解。然后,将误差方程和约束函数线性展开,推导了最优解和观测量间的近似线性函数关系,运用方差-协方差传播律得到了最优解的近似方差。最后,用数值实例验证了方法的有效性和可行性。 相似文献
5.
An iterative solution of weighted total least-squares adjustment 总被引：9，自引：0，他引：9
Total least-squares (TLS) adjustment is used to estimate the parameters in the errors-in-variables (EIV) model. However, its
exact solution is rather complicated, and the accuracies of estimated parameters are too difficult to analytically compute.
Since the EIV model is essentially a non-linear model, it can be solved according to the theory of non-linear least-squares
adjustment. In this contribution, we will propose an iterative method of weighted TLS (WTLS) adjustment to solve EIV model
based on Newton–Gauss approach of non-linear weighted least-squares (WLS) adjustment. Then the WLS solution to linearly approximated
EIV model is derived and its discrepancy is investigated by comparing with WTLS solution. In addition, a numerical method
is developed to compute the unbiased variance component estimate and the covariance matrix of the WTLS estimates. Finally,
the real and simulation experiments are implemented to demonstrate the performance and efficiency of the presented iterative
method and its linearly approximated version as well as the numerical method. The results show that the proposed iterative
method can obtain such good solution as WTLS solution of Schaffrin and Wieser (J Geod 82:415–421, 2008) and the presented numerical method can be reasonably applied to evaluate the accuracy of WTLS solution. 相似文献
6.
Weighted total least squares: necessary and sufficient conditions, fixed and random parameters 总被引：6，自引：1，他引：5
Xing Fang 《Journal of Geodesy》2013,87(8):733-749
A standard errors-in-variables (EIV) model refers to a Gauss–Markov model with an uncertain model matrix from a geodetic perspective. Least squares within the EIV model is usually called the total least squares (TLS) technique because of its symmetrical adjustment. However, the solutions and computational advantages of the weighted TLS problem with a general weight matrix (WTLS) are mostly unknown. In this study, the WTLS problem was solved using three different approaches: iterative methods based on the normal equation, the iteratively linearized Gauss–Helmert model with algebraic Jacobian matrices, and numerical analysis. Furthermore, sufficient conditions for WTLS optimization were investigated systematically as proposed solutions yield only necessary conditions for optimality. A WTLS solution was considered to treat random parameters within the EIV model. Last, applications to test these novel algorithms are presented. 相似文献
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加权总体最小二乘法是理论上估计EIV模型参数相对严密的方法,其迭代过程中涉及的矩阵运算较为耗时,在处理大量级数据时尤其明显。PEIV模型有助于提高加权总体最小二乘法的计算效率。本文基于PEIV模型和经典最小二乘准则给出了一种加权总体最小二乘法算法,算法的推导过程简洁,易于理解,迭代过程中无需重构矩阵,减少了矩阵运算量。最后通过仿真试验验证了算法的可靠性。试验结果表明,本文算法可以取得与现有算法相同的参数估计精度且计算效率更高。 相似文献
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部分变量误差模型(partial EIV model)的加权整体最小二乘(weighted total least-squares,WTLS)估计不具备抵御粗差的能力。鉴于粗差可能同时出现在观测值和系数矩阵中,本文在提出部分变量误差模型WTLS估计的两步迭代解法的基础上,运用抗差M估计的等价权方法,发展了一种整体抗差最小二乘(TRLS)估计方法,并采用一致最大功效统计量确定降权因子。针对WTLS估计两步迭代解法的特点,设计了两个不同的降权方案:第1个方案是在估计系数矩阵元素时,不对观测值降权,仅对系数矩阵降权;第2个方案是在估计系数矩阵元素时,既对系数矩阵降权,同时也对观测值降权。通过对模拟2D仿射变换和线性拟合实例进行计算和分析,结果表明第1方案优于第2方案,并且优于基于残差和验后单位权方差的抗差估计和现有的变量误差模型抗差估计。 相似文献
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有效利用参数间已知的等式约束信息能够提高最小二乘解的精度,消除秩亏,但是等式约束能否消除或减弱平差模型的病态性尚不明了,由此提出了一种通过消除部分参数将等式约束病态问题转化为无约束问题的方法。然后分析了等式约束对病态问题的影响,用简单实例证明了加入约束后,系统可能呈现良态或病态,它的性态由原设计阵和等式约束共同决定,并提出了求解等式约束病态问题的诊断-正则化两步方法。最后用一个数值实例验证了该方法的可行性。 相似文献
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主要研究参数带有区间约束的平差算法,通过把平差问题转化成一个带有区间约束的二次规划问题,利用积极集对二次规划问题进行划分与重组,结合无约束共轭梯度优化算法,给出了带有区间约束的平差算法,并同时给出了参数解的精度评估。由于投影梯度法可以迅速改变积极约束集的构成,新的算法比经典的积极集法效率更高,可以降低模型的不适定性,保持参数先验信息中的统计、几何或物理意义,适合于求解大规模的带有区间约束的平差问题。 相似文献
11.
基于加权整体最小二乘的牛顿-高斯迭代算法,提出了一种抗差加权整体最小二乘模型。利用标准化残差构造权因子函数,并采用中位数法获得具有抗差性的单位权中误差估值,能同时实现观测空间和结构空间抗差。为获得标准化残差,利用线性近似的协因数传播律推导了加权整体最小二乘残差协因数阵的表达式,并给出模型的迭代计算方法。试验结果表明:对于加权整体最小二乘的粗差处理问题,本文提出的方法具有良好的抗差性能,参数估值与不含粗差时加权整体最小二乘的结果没有显著的差异,性能优于直接由残差构造的稳健加权整体最小二乘模型。 相似文献
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根据总体最小二乘准则,可以将附有不等式约束的变量误差（errors-in-variables,EIV）模型转化为标准最优化问题,并运用有效集法、序列二次规划法等优化方法求解。已有算法在涉及计算目标函数的Hesse矩阵（二阶导数）时,存在计算量较大的缺陷。针对上述问题,利用基于拟牛顿法修正Hesse矩阵的序列二次规划算法解算附有不等式约束加权总体最小二乘问题,新算法减小了计算量,可以提高收敛速度。通过实例,证明了该算法具有很好的适用性和计算效率。 相似文献
15.
On symmetrical three-dimensional datum conversion 总被引：2，自引：0，他引：2
A 3-D similarity transformation is frequently used to convert GPS-WGS84-based coordinates to those in a local datum using
a set of control points with coordinate values in both systems. In this application, the Gauss-Markov (GM) model is often
employed to represent the problem, and a least-squares approach is used to compute the parameters within the mathematical
model. However, the Gauss–Markov model considers the source coordinates in the data matrix (A) as fixed or error-free; this is an imprecise assumption since these coordinates are also measured quantities and include
random errors. The errors-in-variables (EIV) model assumes that all the variables in the mathematical model are contaminated
by random errors. This model may be solved using the relatively new total least-squares (TLS) estimation technique, introduced
in 1980 by Golub and Van Loan. In this paper, the similarity transformation problem is analyzed with respect to the EIV model,
and a novel algorithm is described to obtain the transformation parameters. It is proved that even with the EIV model, a closed
form Procrustes approach can be employed to obtain the rotation matrix and translation parameters. The transformation scale
may be calculated by solving the proper quadratic equation. A numerical example and a practical case study are presented to
test this new algorithm and compare the EIV and the GM models. 相似文献
16.
吕言 《武汉大学学报(信息科学版)》1987,(1)
利用吉文斯变换解最小二乘问题,具有无须组成法方程,有良好的数值稳定性,利于利用矩阵的稀疏性,尤其便于各类序贯平差等优点。本文着重论述该变换在序贯最小二乘平差中的应用。 相似文献
17.
A Bayesian method for linear, inequality-constrained adjustment and its application to GPS positioning 总被引：7，自引：0，他引：7
One of the typical approaches to linear, inequality-constrained adjustment (LICA) is to solve a least-squares (LS) problem subject to the linear inequality constraints. The main disadvantage of this approach is that the statistical properties of the estimate are not easily determined and thus no general conclusions about the superiority of the estimate can be made. A new approach to solving the LICA problem is proposed. The linear inequality constraints are converted into prior information on the parameters with a uniform distribution, and consequently the LICA problem is reformulated into a Bayesian estimation problem. It is shown that the LS estimate of the LICA problem is identical to the Bayesian estimate based on the mode of the posterior distribution. Finally, the Bayesian method is applied to GPS positioning. Results for four field tests show that, when height information is used, the GPS phase ambiguity resolution can be improved significantly and the new approach is feasible. 相似文献
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Application of least squares variance component estimation to errors-in-variables models 总被引：3，自引：2，他引：1
A. R. Amiri-Simkooei 《Journal of Geodesy》2013,87(10-12):935-944
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针对地壳应变参数反演模型中系数矩阵含随机和非随机元素及观测数据存在相关性等情况,以部分变量误差（partial-errors-in-variables,PEIV）模型为基础,采用了地壳应变参数反演的加权总体最小二乘算法,该算法不受系数矩阵和权矩阵结构的限制,能够快速、有效解决系数矩阵含有随机误差的模型问题。结合推导得到的最小二乘改正项公式,对地壳反演模型中坐标点误差对反演参数求解的影响进行了分析。通过对模拟数据和川滇地区的实际数据进行处理,得出系数矩阵误差对地壳应变参数反演的影响主要受GPS站点坐标值量级以及应变参数量级的牵制。 相似文献